+195.2%
MCD vs SIMO
+423.7%
-228.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.3% |
| 7D | -1.6% | +14.9% | -16.5% | -2.2% |
| 30D | +16.0% | -27.0% | +43.0% | +17.3% |
| 3M | 0.0% | -25.4% | +25.3% | +0.6% |
| 6M | +0.9% | -30.3% | +31.2% | +0.9% |
| YTD | -8.7% | +95.8% | -104.5% | -17.5% |
| 1Y | -8.6% | +100.0% | -108.6% | -17.6% |
| 3Y | +9.9% | +238.3% | -228.4% | -8.0% |
| 5Y | +22.6% | +187.6% | -164.9% | +1.5% |
| All | +195.2% | +423.7% | -228.5% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling